+654.3%
GS vs IP
+23.2%
+631.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | -1.0% |
| 7D | +0.9% | -5.3% | +6.2% | +3.5% |
| 30D | -1.6% | -10.9% | +9.3% | +3.7% |
| 3M | -4.5% | +11.2% | -15.6% | -10.6% |
| 6M | +20.9% | -10.2% | +31.1% | +24.1% |
| YTD | +19.9% | -2.0% | +21.9% | +16.6% |
| 1Y | +41.4% | -19.1% | +60.5% | +49.6% |
| 3Y | +239.2% | +20.9% | +218.3% | +173.5% |
| 5Y | +185.0% | -17.8% | +202.9% | +182.2% |
| All | +654.3% | +23.2% | +631.1% | +412.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded IP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling